+153.4%
HYG vs PAAS
+114.0%
+39.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +1.0% | +8.2% | -7.3% | +0.4% |
| 6M | +2.3% | -13.8% | +16.1% | +2.7% |
| YTD | +2.1% | -0.6% | +2.8% | +1.5% |
| 1Y | +3.8% | +44.0% | -40.2% | +0.9% |
| 3Y | +26.7% | +246.6% | -219.9% | +16.0% |
| 5Y | +19.3% | +116.1% | -96.8% | +10.9% |
| 10Y | +55.3% | +202.7% | -147.5% | +37.4% |
| All | +153.4% | +114.0% | +39.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling